ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	124-017	124-050	0-033	0.1%	124-197
High	124-057	124-130	0-073	0.2%	124-205
Low	124-012	124-045	0-033	0.1%	124-010
Close	124-047	124-047	0-000	0.0%	124-047
Range	0-045	0-085	0-040	88.9%	0-195
ATR	0-085	0-085	0-000	0.0%	0-000
Volume	15,436	12,218	-3,218	-20.8%	114,482

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-009	124-273	124-094
R3	124-244	124-188	124-070
R2	124-159	124-159	124-063
R1	124-103	124-103	124-055	124-088
PP	124-074	124-074	124-074	124-067
S1	124-018	124-018	124-039	124-004
S2	123-309	123-309	124-031
S3	123-224	123-253	124-024
S4	123-139	123-168	124-000

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-032	125-235	124-154
R3	125-157	125-040	124-101
R2	124-282	124-282	124-083
R1	124-165	124-165	124-065	124-126
PP	124-087	124-087	124-087	124-068
S1	123-290	123-290	124-029	123-251
S2	123-212	123-212	124-011
S3	123-017	123-095	123-313
S4	122-142	122-220	123-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-205	124-010	0-195	0.5%	0-087	0.2%	19%	False	False	22,896
10	124-242	123-285	0-277	0.7%	0-094	0.2%	30%	False	False	286,114
20	124-242	123-275	0-287	0.7%	0-081	0.2%	32%	False	False	383,644
40	124-242	123-092	1-150	1.2%	0-074	0.2%	59%	False	False	372,505
60	124-242	121-135	3-107	2.7%	0-090	0.2%	82%	False	False	415,708
80	124-242	121-135	3-107	2.7%	0-093	0.2%	82%	False	False	406,366
100	124-242	121-135	3-107	2.7%	0-084	0.2%	82%	False	False	325,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-171
2.618	125-033
1.618	124-268
1.000	124-215
0.618	124-183
HIGH	124-130
0.618	124-098
0.500	124-088
0.382	124-077
LOW	124-045
0.618	123-312
1.000	123-280
1.618	123-227
2.618	123-142
4.250	123-004

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	124-088	124-070
PP	124-074	124-062
S1	124-060	124-055

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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